Computer Science and Information Technologies, Computer Science and Information Technologies 2012

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Exchange Crisis Forecasting based on fractal analysis
E. A. Gafarova, D. V. Dobikova

Last modified: 2021-04-16


At present the problem of forecasting an economic crisis is very important. A new approach toexchange crisis forecasting is the fractal analysis.Fractal approach allows us to forecast periods ofinstability and currency devaluation. In this paperwe present the results of calculations of the fractaldimension of an R/S-analysis and the K-method,The method "moving window" was applied to studyof nonstationary dynamics of the fractal dimension.


Exchange Crisis; fractal analysis; forecasting an economic


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